+1,628.1%
CLS vs EXR
+221.5%
+1,406.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -22.2% | +5.2% | -27.4% | -23.1% |
| 30D | -44.4% | +20.9% | -65.2% | -46.9% |
| 3M | -34.3% | +7.7% | -42.0% | -35.6% |
| 6M | -50.1% | +13.2% | -63.2% | -51.9% |
| YTD | -30.1% | +26.5% | -56.6% | -34.9% |
| 1Y | -39.3% | +27.2% | -66.5% | -43.7% |
| 3Y | +732.7% | +71.5% | +661.2% | +583.6% |
| 5Y | +1,777.2% | +0.4% | +1,776.8% | +1,689.8% |
| All | +1,628.1% | +221.5% | +1,406.6% | +1,298.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling